+65.2%
AMKR vs ROP
+1.9%
+63.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.2% | -2.8% |
| 7D | +10.0% | +0.7% | +9.3% | +9.8% |
| 30D | -19.4% | +28.8% | -48.2% | -25.9% |
| 3M | -37.4% | +21.1% | -58.4% | -41.5% |
| 6M | -51.5% | +52.5% | -104.0% | -61.6% |
| YTD | -8.1% | +8.9% | -17.0% | -8.6% |
| 1Y | +13.8% | +8.2% | +5.6% | +13.7% |
| 3Y | +59.4% | -5.2% | +64.6% | +76.5% |
| All | +65.2% | +1.9% | +63.3% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling